-
Notifications
You must be signed in to change notification settings - Fork 7
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Component-wise MCMC for subset simulation #166
Conversation
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Not sure what the issue with the actions is. Apart from some very minor suggestions this looks good to me.
Thanks for taking a look, everything should be addressed |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Good work!
This PR changes the MCMC sampler in
SubSetSimulation
from usual Metropolis-Hastings, to component-wise MH. Dimensions are accepted independently, giving a better acceptance rate in higher dimensions.closes #165